Related papers: $\alpha$-Fair Contextual Bandits
Contextual bandits with linear payoffs, which are also known as linear bandits, provide a powerful alternative for solving practical problems of sequential decisions, e.g., online advertisements. In the era of big data, contextual data…
The multi-armed bandits' framework is the most common platform to study strategies for sequential decision-making problems. Recently, the notion of fairness has attracted a lot of attention in the machine learning community. One can impose…
In stochastic contextual bandits, an agent sequentially makes actions from a time-dependent action set based on past experience to minimize the cumulative regret. Like many other machine learning algorithms, the performance of bandits…
We present the first high-probability optimal regret bound for a policy optimization technique applied to the problem of stochastic contextual multi-armed bandit (CMAB) with general offline function approximation. Our algorithm is both…
We tackle the problem of online reward maximisation over a large finite set of actions described by their contexts. We focus on the case when the number of actions is too big to sample all of them even once. However we assume that we have…
We study the problem of incentive-compatible online learning with bandit feedback. In this class of problems, the experts are self-interested agents who might misrepresent their preferences with the goal of being selected most often. The…
Contextual bandit learning is increasingly favored in modern large-scale recommendation systems. To better utlize the contextual information and available user or item features, the integration of neural networks have been introduced to…
Reinforcement learning addresses the dilemma between exploration to find profitable actions and exploitation to act according to the best observations already made. Bandit problems are one such class of problems in stateless environments…
We study the contextual continuum bandits problem, where the learner sequentially receives a side information vector and has to choose an action in a convex set, minimizing a function associated with the context. The goal is to minimize all…
We propose the first contextual bandit algorithm that is parameter-free, efficient, and optimal in terms of dynamic regret. Specifically, our algorithm achieves dynamic regret $\mathcal{O}(\min\{\sqrt{ST},…
Motivated by applications in online bidding and sleeping bandits, we examine the problem of contextual bandits with cross learning, where the learner observes the loss associated with the action across all possible contexts, not just the…
Contextual multi-armed bandits provide powerful tools to solve the exploitation-exploration dilemma in decision making, with direct applications in the personalized recommendation. In fact, collaborative effects among users carry the…
In this work we consider adversarial contextual bandits with risk constraints. At each round, nature prepares a context, a cost for each arm, and additionally a risk for each arm. The learner leverages the context to pull an arm and then…
We study the Logistic Contextual Slate Bandit problem, where, at each round, an agent selects a slate of $N$ items from an exponentially large set (of size $2^{\Omega(N)}$) of candidate slates provided by the environment. A single binary…
We study the fundamental limits of learning in contextual bandits, where a learner's rewards depend on their actions and a known context, which extends the canonical multi-armed bandit to the case where side-information is available. We are…
Contextual bandits have the same exploration-exploitation trade-off as standard multi-armed bandits. On adding positive externalities that decay with time, this problem becomes much more difficult as wrong decisions at the start are hard to…
Multi-armed bandit problems are the predominant theoretical model of exploration-exploitation tradeoffs in learning, and they have countless applications ranging from medical trials, to communication networks, to Web search and advertising.…
Data mining algorithms are increasingly used in automated decision making across all walks of daily life. Unfortunately, as reported in several studies these algorithms inject bias from data and environment leading to inequitable and unfair…
Preference-based feedback is important for many applications where direct evaluation of a reward function is not feasible. A notable recent example arises in reinforcement learning from human feedback on large language models. For many of…
We study the linear contextual bandit problem where an agent has to select one candidate from a pool and each candidate belongs to a sensitive group. In this setting, candidates' rewards may not be directly comparable between groups, for…